-52.1%
SMR vs WU
-44.3%
-7.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.7% | -7.6% |
| 7D | +10.3% | -5.3% | +15.6% | +11.4% |
| 30D | -25.7% | +9.0% | -34.7% | -27.6% |
| 3M | -49.7% | -3.6% | -46.2% | -49.6% |
| 6M | -59.8% | -19.4% | -40.4% | -58.4% |
| YTD | -66.0% | -21.7% | -44.3% | -64.4% |
| 1Y | -81.4% | -16.1% | -65.3% | -81.0% |
| 3Y | +130.6% | -24.1% | +154.7% | +135.7% |
| All | -52.1% | -44.3% | -7.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling